market risk the standardised measurement method
Consultative document Revisions to the Basel II market risk framework
... from the calculation of the capital charge for general market risk whether the bank applies the standardised measurement method or the internal models method for the calculation of its general market ... significant change in the risk measurement process; • The scope of market risks captured by the risk measurement model; • The integrity of the management information system; • The accuracy and completeness ... internal market risk measurement system is the specification of an appropriate set of market risk factors, i.e the market rates and prices that affect the value of the bank’s trading positions The risk...
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Consultative Document: The Standardised Approach to Credit Risk pot
... purchased; r is the risk weight of the obligor; w is the residual risk factor; and g is the risk weight of the protection provider 209 In the case of full protection, the equation becomes the following: ... scope for defining the contents of the 150% risk weight category is also provided The details of the risk weights in the standardised approach are discussed below The structure of the rest of Part ... where r* is the risk weight of the position taking into account the risk reduction from the collateral, 22 Superseded document r is the risk weight of the uncollateralised exposure, E is the current...
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The Volatility of Market Risk in Groups of Viet Nam Listed Medicine and Medical Company Groups During and after the Financial Crisis 2007-2011
... also called systemic risk Market risk, indicated by beta β, can be known by the decreasing value of an investment because of movement of market factors Market risk coming from market factors can ... lower than the entire market risk For example, if beta of a company is 1, 25, it means that the volatility of stock price is 25% more than that of the entire market Methodology V During the period ... hypothesis that the mean values of equity/asset beta of all groups impose higher risks Next, we can recognize from the chart that, the risk in the medicine industries higher than those in the other industries...
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The Grammar Translation Method.doc
... questioning the method, and a typical response could be "because that's the way it's always been done - it's the way I learned and look, now I'm a professor" The point being, the method is institutionalized ... features of the Grammar Translation Method are as follows: (1) Classes are taught in the mother tongue, with little active use of the target language (2) Much vocabulary is taught in the form of ... or universities even in the past 10 years or so may remember many of the teaching techniques listed above for the Grammar Translation Method They may also recall that the language learning experience...
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A Study on the Optimum Backwashing Method applied to Activated Carbon Process in Waterworks
... backwash methods as in Table And through a test of the minimum fluidization, the study has measured head loss values, and regarded as the minimum fluidization velocity the time when their measurements ... not backwashing them The analysis of filtered outflow water was based on the official test methods of water pollution4), Standard Methods5), and the Japanese waterworks test methods6; each-item ... 4.1ⅹ104∼1.5ⅹ107CFU/㎖ The above experimental results put together, seasonlessly, on the first day after backwashing, HPC increases and then gradually decreases; the longer days of operation, the higher...
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Development of the Quantitative PCR Method for Candidatus ‘Accumulibacter phosphatis’ and Its Application to Activated Sludge
... sludge samples was quantified using the quantitative PCR and the FISH methods respectively The protocol for the quantitative PCR method is as described in the previous section Template DNA extracted ... Figure Comparison of the quantification results of laboratory-scale and full-scale activated sludge by the quantitative PCR method and by the FISH method, and their correlation The results from laboratory-scale ... and by the FISH method (Figure 3) The quantification results by both of the methods had a statistically significant correlation (R2=0.6871, n=30, p
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Lecture Notes: Introduction to the Finite Element Method
... check to see if or not the contact of the bar with the wall on the right will occur To this, we imagine the wall on the right is removed and calculate the displacement at the right end, PL EA (6.0 ... throughout the notes This online document is based on the lecture notes developed by the author since 1997 for the undergraduate course on the FEM in the mechanical engineering department at the University ... given problems Can interpret and evaluate the quality of the results (know the physics of the problems) Be aware of the limitations of the FEM (don’t misuse the FEM - a numerical tool) FEA of an...
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Tài liệu The Office Market, and the Labor Market docx
... but a useful assumption!) Then the number of people traveling inward at any point is the difference between the cumulative number of jobs located up to that point and the cumulative number of ... to that point • Proof: if the number of inward travelers at distance (t) is less than this difference then not all jobs up to t are being filled If the reverse, then there are more commuters than ... Why firms leave the CBD for a Subcenter • Subcenter workers at d5 pay the same for land as CBD workers living there, but have a shorter commute Hence their wage must be less by the difference...
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Tài liệu THE VALUE OF IMPROVED PUBLIC SERVICES: AN APPLICATION OF THE CHOICE EXPERIMENT METHOD TO ESTIMATE THE VALUE OF IMPROVED WASTEWATER TREATMENT INFRASTRUCTURE IN INDIA docx
... goods, hypothetical, stated preference methods were preferred to capture the value of these Among the stated preference methods the choice experiment method was deemed preferable to the contingent ... aggregating the average WTP over the population of the municipality and comparing this figure to the operating and upgrading costs of the STP The result of this revealed that the annual taxes the residents ... environmental risks for the sustainability of the ecosystem services provides by the Ganga Proposals have been made to reduce the amount of untreated raw sewage deposited in the Ganga The most noteworthy...
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Tài liệu The Scope and Method of Economics pdf
... financial markets, including the stock market, into a sharp decline The question at the start of 2008 was whether the sharp slowdown of the housing market combined with the problems of the credit markets ... On the horizontal scale, positive numbers lie to the right of the vertical axis (to the right of the origin) and negative numbers lie to the left of it The point at which the graph intersects the ... response there is in Y (the variable on the vertical axis) when X (the variable on the horizontal axis) changes The slope of a line between two points is the change in the quantity measured on the...
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How to Market on the Internet for FREE!by Glen Palo©2000 ppt
... year In the event one of their clients decides they want to move their domain name to another web hosting company, then there is a small transfer fee The client is then obligated to pay the annual ... Pick the words that are the most powerful or emotional INTEREST: Once the title has grabbed the reader’s attention, the body of your ad must arouse a sympathetic response The response raises the ... Introduction The genesis of this report was the many questions from readers and business associates asking how they could promote their products and services on the internet They had either started...
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The Finite Element Method Fifth edition Volume 1: The Basis Professor O.C. Zienkiewicz, CBE, FRS ppt
... increase further the overall size of the book and we therefore have eliminated some redundant material Further, the reader will notice the present subdivision into three volumes, in which the ®rst ... was the ®rst dealing with the ®nite element method, provided the base from which many further developments occurred The expanding research and ®eld of application of ®nite elements led to the ... practitioners to the modern concepts of ®nite element methods In Volume we stress the relationship between the ®nite element method and the more classic ®nite dierence and boundary solution methods We...
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The Finite Element Method Fifth edition Volume 2: Solid Mechanics.Professor O.C. Zienkiewicz, CBE pot
... Emeritus and Director of the Institute for Numerical Methods in Engineering at the University of Wales, Swansea, UK He holds the UNESCO Chair of Numerical Methods in Engineering at the Technical University ... using the ®nite element method by K Morgan, O Hassan and N.P Weatherill at the Institute for Numerical Methods in Engineering, University of Wales Swansea, UK (see K Morgan, O Hassan and N.P Weatherill, ... Weatherill, `Why didn't the supersonic car ¯y?', Mathematics Today, Bulletin of the Institute of Mathematics and Its Applications, Vol 35, No 4, 110±114, Aug 1999) The Finite Element Method Fifth edition...
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The Finite Element Method Fifth edition Volume 3: Fluid Dynamics.Professor O.C. Zienkiewicz, CBE ppt
... of the ¯uid mechanics problems lie The present volume is devoted entirely to ¯uid mechanics and uses in the main the methods introduced in Volume However, it then enlarges these to deal with the ... In the above the term Q represents any external sources of the quantity being admitted to the system and also the reaction loss or gain which itself is dependent on the concentration The ... avoid this diculty we modify the discontinuity of the Wià part of the weighting function to occur within the element1 and thus avoid the discontinuity at the node in the manner shown in Fig 2.3...
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The J-Matrix Method.Abdulaziz D. Alhaidari docx
... the complete basis Furthermore, in the spirit of the R-matrix method, Heller and Yamani proposed that the potential representation be limited to a finite subset of the complete basis This is the ... generalization of the J -matrix method to any convenient L -basis, without any significant loss of the advantages provided by the method [14] (5) Vanroose et al [15] enhanced the method, especially in the treatment ... use the J -matrix method as a universal approach for the description of the process involving the ionization of atoms They succeed in addressing the difficult problem of correctly describing the...
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Synthesis and photoluminescence property of silicon carbon nanowires synthesized by the thermal evaporation method
... template The activated carbon (2 g) was placed on the AAO template Then, the crucible was covered with a graphite lid, placed in the hot zone inside the alumina tube, as shown in Fig The chamber ... possibly due to the SiO2 outer layers of the SiC nanowires; this confirms the composition of nanowires To investigate PL properties of the synthesized b-SiC nanowires, the corresponding measurement ... SiC, the emission peak for b-SiC nanowires is obviously shifted to the blue The emergence of the peak with a blueshift is due to the existence of oxygen defects in the amorphous layer, the special...
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Fundamentals of the finite element method for heat and fluid flow lewis, nithiarasu,seetharamu
... is the mass of the gas in the bulb; cpg , the specific heat of the gas; mw , the mass of the wall of the bulb; cpw , the specific heat of the wall; hf , the heat transfer coefficient between the ... first law of thermodynamics as The rate of increase of the energy of the system is equal to the difference between the rate at which energy enters the system and the rate at which the system does ... (2.15) where L is the length of the pipe section; D, the diameter of the pipe section and µ, the dynamic viscosity of the fluid and the subscript k, indicates the element number The mass flux rate...
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